The icon in the track header looks like an asterisk and must mean the track is frozen because when I open the Track Manager, there's an asterisk beside the piano (MIDI) icon on those tracks. However, not all frozen tracks have this.
 
 
(edited to clarify)

I wonder if it would help if you posted a shot of the track header and property inspector with the frozen track selected. Maybe we'll find a clue there.

Normally when you freeze a track the (default) track icon turns blue to show it's frozen. In this case it does NOT turn blue. Instead you get the little asterisk beside it.
 

 

 
This may be a normal Sonar function that I've never noticed before but the clip changing black doesn't make sense.

Honestly, soens, at this point I'd contact Support. I know you're on X3 but they should still be able to support you - and there must be someone at Cakewalk who knows what this asterisk business is.
 
I'm really curious about the root cause.

Maybe some other users could verify if this is normal behavior for X3.